-1.5%
BAC vs F
+2.7%
-4.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.9% | +1.0% | +3.6% |
| 7D | +1.5% | +6.0% | -4.5% | +0.8% |
| 30D | -4.4% | +4.3% | -8.7% | -4.9% |
| 3M | -17.5% | -10.1% | -7.4% | -16.7% |
| 6M | -0.1% | +12.8% | -12.8% | -4.9% |
| YTD | -4.6% | -0.1% | -4.5% | -6.7% |
| 1Y | -1.5% | +3.7% | -5.2% | -5.1% |
| All | -1.5% | +2.7% | -4.2% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded F wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling